It doesn't seem to matter here in Victoria, Canada. Morning walks are a thing I adopted in the last year and it has been transformative for my general mood and energy.
I walk before dawn quite often, and while I don't get a lot of light (especially on those days with low, thick, dark clouds), the simple act of moving, breathing fresh air, having routine, etc... It seems to make a tremendous difference.
Some sources claim the lack of light isn't too problematic, but that aiming to get 15m or so (even if it's very overcast) around 7:30am in mid-winter could be totally sufficient to stabilize your circadian rhythm and help mitigate SAD.
This has been my experience so far this winter, but I'm only one person, I've completely changed my diet, I'm exercising more, etc. I can't narrow down exactly what helped. I can say that when I didn't change the other variables, morning walks were making a significant difference.
I'll also admit that the option to do this is a luxury in a sense. A couple years ago my youngest would have been waking too early for this to be possible, and before that for a long time his brothers were much the same. Parents of young ones will often struggle to maintain this kind of rhythm. It's worth aspiring to though, though. When mine get up early I just bring them with me, but they're old enough to walk and all of that at this point.
Hm, not sure how effective it would be in ‘worse’ climates. I’ve found it to be helpful on grey days as well.
I also use a Lumenator (https://www.lesswrong.com/posts/hC2NFsuf5anuGadFm/how-to-bui...) which I think of as icing on the cake. Perhaps ‘cure’ is too strong a word, but it’s been the most effective thing other than leaving the hemisphere for someplace sunnier which was my previous approach.